+77.8%
CTVA vs DOCS
-54.0%
+131.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.3% | +2.5% | -1.6% |
| 7D | +5.0% | -1.3% | +6.3% | +5.0% |
| 30D | -13.4% | +19.4% | -32.8% | -14.0% |
| 3M | +2.2% | +53.4% | -51.2% | +0.4% |
| 6M | -3.9% | +28.8% | -32.7% | -5.2% |
| YTD | +20.5% | -25.1% | +45.6% | +21.5% |
| 1Y | +27.2% | -48.1% | +75.4% | +30.2% |
| 3Y | +64.9% | +51.4% | +13.6% | +59.2% |
| 5Y | +77.8% | -51.1% | +128.9% | +73.8% |
| All | +77.8% | -54.0% | +131.8% | +73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DOCS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling